+1,202.7%
EXC vs WCN
+7,914.0%
-6,711.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | +9.3% | +24.6% | -15.3% | +4.6% |
| 3M | +1.0% | +14.2% | -13.2% | -1.7% |
| 6M | +5.9% | +25.7% | -19.7% | +1.1% |
| YTD | +7.6% | +9.3% | -1.7% | +5.2% |
| 1Y | +2.4% | +15.3% | -12.9% | -1.0% |
| 3Y | +30.2% | +48.6% | -18.3% | +19.6% |
| 5Y | +41.4% | +46.9% | -5.6% | +29.7% |
| 10Y | +183.8% | +298.1% | -114.4% | +123.1% |
| All | +1,202.7% | +7,914.0% | -6,711.2% | +747.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling